Statistical Learning
Estimating the Unobservable Components of Electricity Demand Response with Inverse Optimization
Esteban-Perez, Adrian, Bunn, Derek, Ghiassi-Farrokhfal, Yashar
Understanding and predicting the electricity demand responses to prices are critical activities for system operators, retailers, and regulators. While conventional machine learning and time series analyses have been adequate for the routine demand patterns that have adapted only slowly over many years, the emergence of active consumers with flexible assets such as solar-plus-storage systems, and electric vehicles, introduces new challenges. These active consumers exhibit more complex consumption patterns, the drivers of which are often unobservable to the retailers and system operators. In practice, system operators and retailers can only monitor the net demand (metered at grid connection points), which reflects the overall energy consumption or production exchanged with the grid. As a result, all "behind-the-meter" activities-such as the use of flexibility-remain hidden from these entities. Such behind-the-meter behavior may be controlled by third party agents or incentivized by tariffs; in either case, the retailer's revenue and the system loads would be impacted by these activities behind the meter, but their details can only be inferred. We define the main components of net demand, as baseload, flexible, and self-generation, each having nonlinear responses to market price signals. As flexible demand response and self generation are increasing, this raises a pressing question of whether existing methods still perform well and, if not, whether there is an alternative way to understand and project the unobserved components of behavior. In response to this practical challenge, we evaluate the potential of a data-driven inverse optimization (IO) methodology. This approach characterizes decomposed consumption patterns without requiring direct observation of behind-the-meter behavior or device-level metering [...]
D2Vformer: A Flexible Time Series Prediction Model Based on Time Position Embedding
Song, Xiaobao, Wang, Hao, Deng, Liwei, He, Yuxin, Cao, Wenming, Leungc, Chi-Sing
Time position embeddings capture the positional information of time steps, often serving as auxiliary inputs to enhance the predictive capabilities of time series models. However, existing models exhibit limitations in capturing intricate time positional information and effectively utilizing these embeddings. To address these limitations, this paper proposes a novel model called D2Vformer. Unlike typical prediction methods that rely on RNNs or Transformers, this approach can directly handle scenarios where the predicted sequence is not adjacent to the input sequence or where its length dynamically changes. In comparison to conventional methods, D2Vformer undoubtedly saves a significant amount of training resources. In D2Vformer, the Date2Vec module uses the timestamp information and feature sequences to generate time position embeddings. Afterward, D2Vformer introduces a new fusion block that utilizes an attention mechanism to explore the similarity in time positions between the embeddings of the input sequence and the predicted sequence, thereby generating predictions based on this similarity. Through extensive experiments on six datasets, we demonstrate that Date2Vec outperforms other time position embedding methods, and D2Vformer surpasses state-of-the-art methods in both fixed-length and variable-length prediction tasks.
FedNE: Surrogate-Assisted Federated Neighbor Embedding for Dimensionality Reduction
Li, Ziwei, Wang, Xiaoqi, Chen, Hong-You, Shen, Han-Wei, Chao, Wei-Lun
Federated learning (FL) has rapidly evolved as a promising paradigm that enables collaborative model training across distributed participants without exchanging their local data. Despite its broad applications in fields such as computer vision, graph learning, and natural language processing, the development of a data projection model that can be effectively used to visualize data in the context of FL is crucial yet remains heavily under-explored. Neighbor embedding (NE) is an essential technique for visualizing complex high-dimensional data, but collaboratively learning a joint NE model is difficult. The key challenge lies in the objective function, as effective visualization algorithms like NE require computing loss functions among pairs of data. In this paper, we introduce \textsc{FedNE}, a novel approach that integrates the \textsc{FedAvg} framework with the contrastive NE technique, without any requirements of shareable data. To address the lack of inter-client repulsion which is crucial for the alignment in the global embedding space, we develop a surrogate loss function that each client learns and shares with each other. Additionally, we propose a data-mixing strategy to augment the local data, aiming to relax the problems of invisible neighbors and false neighbors constructed by the local $k$NN graphs. We conduct comprehensive experiments on both synthetic and real-world datasets. The results demonstrate that our \textsc{FedNE} can effectively preserve the neighborhood data structures and enhance the alignment in the global embedding space compared to several baseline methods.
Machine Learning on Dynamic Functional Connectivity: Promise, Pitfalls, and Interpretations
Ding, Jiaqi, Dan, Tingting, Wei, Ziquan, Cho, Hyuna, Laurienti, Paul J., Kim, Won Hwa, Wu, Guorong
An unprecedented amount of existing functional Magnetic Resonance Imaging (fMRI) data provides a new opportunity to understand the relationship between functional fluctuation and human cognition/behavior using a data-driven approach. To that end, tremendous efforts have been made in machine learning to predict cognitive states from evolving volumetric images of blood-oxygen-level-dependent (BOLD) signals. Due to the complex nature of brain function, however, the evaluation on learning performance and discoveries are not often consistent across current state-of-the-arts (SOTA). By capitalizing on large-scale existing neuroimaging data (34,887 data samples from six public databases), we seek to establish a well-founded empirical guideline for designing deep models for functional neuroimages by linking the methodology underpinning with knowledge from the neuroscience domain. Specifically, we put the spotlight on (1) What is the current SOTA performance in cognitive task recognition and disease diagnosis using fMRI? (2) What are the limitations of current deep models? and (3) What is the general guideline for selecting the suitable machine learning backbone for new neuroimaging applications? We have conducted a comprehensive evaluation and statistical analysis, in various settings, to answer the above outstanding questions.
Outlier Detection with Cluster Catch Digraphs
Shi, Rui, Billor, Nedret, Ceyhan, Elvan
This paper introduces a novel family of outlier detection algorithms based on Cluster Catch Digraphs (CCDs), specifically tailored to address the challenges of high dimensionality and varying cluster shapes, which deteriorate the performance of most traditional outlier detection methods. We propose the Uniformity-Based CCD with Mutual Catch Graph (U-MCCD), the Uniformity- and Neighbor-Based CCD with Mutual Catch Graph (UN-MCCD), and their shape-adaptive variants (SU-MCCD and SUN-MCCD), which are designed to detect outliers in data sets with arbitrary cluster shapes and high dimensions. We present the advantages and shortcomings of these algorithms and provide the motivation or need to define each particular algorithm. Through comprehensive Monte Carlo simulations, we assess their performance and demonstrate the robustness and effectiveness of our algorithms across various settings and contamination levels. We also illustrate the use of our algorithms on various real-life data sets. The U-MCCD algorithm efficiently identifies outliers while maintaining high true negative rates, and the SU-MCCD algorithm shows substantial improvement in handling non-uniform clusters. Additionally, the UN-MCCD and SUN-MCCD algorithms address the limitations of existing methods in high-dimensional spaces by utilizing Nearest Neighbor Distances (NND) for clustering and outlier detection. Our results indicate that these novel algorithms offer substantial advancements in the accuracy and adaptability of outlier detection, providing a valuable tool for various real-world applications. Keyword: Outlier detection, Graph-based clustering, Cluster catch digraphs, $k$-nearest-neighborhood, Mutual catch graphs, Nearest neighbor distance.
Multimodal Generalized Category Discovery
Su, Yuchang, Zhou, Renping, Huang, Siyu, Li, Xingjian, Wang, Tianyang, Wang, Ziyue, Xu, Min
Generalized Category Discovery (GCD) aims to classify inputs into both known and novel categories, a task crucial for open-world scientific discoveries. However, current GCD methods are limited to unimodal data, overlooking the inherently multimodal nature of most real-world data. In this work, we extend GCD to a multimodal setting, where inputs from different modalities provide richer and complementary information. Through theoretical analysis and empirical validation, we identify that the key challenge in multimodal GCD lies in effectively aligning heterogeneous information across modalities. To address this, we propose MM-GCD, a novel framework that aligns both the feature and output spaces of different modalities using contrastive learning and distillation techniques. MM-GCD achieves new state-of-the-art performance on the UPMC-Food101 and N24News datasets, surpassing previous methods by 11.5\% and 4.7\%, respectively.
Latent mixed-effect models for high-dimensional longitudinal data
Ong, Priscilla, Haußmann, Manuel, Lönnroth, Otto, Lähdesmäki, Harri
Modelling longitudinal data is an important yet challenging task. These datasets can be high-dimensional, contain non-linear effects and time-varying covariates. Gaussian process (GP) prior-based variational autoencoders (VAEs) have emerged as a promising approach due to their ability to model time-series data. However, they are costly to train and struggle to fully exploit the rich covariates characteristic of longitudinal data, making them difficult for practitioners to use effectively. In this work, we leverage linear mixed models (LMMs) and amortized variational inference to provide conditional priors for VAEs, and propose LMM-VAE, a scalable, interpretable and identifiable model. We highlight theoretical connections between it and GP-based techniques, providing a unified framework for this class of methods. Our proposal performs competitively compared to existing approaches across simulated and real-world datasets.
Relative Representations: Topological and Geometric Perspectives
García-Castellanos, Alejandro, Marchetti, Giovanni Luca, Kragic, Danica, Scolamiero, Martina
Relative representations are an established approach to zero-shot model stitching, consisting of a non-trainable transformation of the latent space of a deep neural network. Based on insights of topological and geometric nature, we propose two improvements to relative representations. First, we introduce a normalization procedure in the relative transformation, resulting in invariance to non-isotropic rescalings and permutations. The latter coincides with the symmetries in parameter space induced by common activation functions. Second, we propose to deploy topological densification when fine-tuning relative representations, a topological regularization loss encouraging clustering within classes. We provide an empirical investigation on a natural language task, where both the proposed variations yield improved performance on zero-shot model stitching.
RING#: PR-by-PE Global Localization with Roto-translation Equivariant Gram Learning
Lu, Sha, Xu, Xuecheng, Wu, Yuxuan, Lu, Haojian, Chen, Xieyuanli, Xiong, Rong, Wang, Yue
Global localization using onboard perception sensors, such as cameras and LiDARs, is crucial in autonomous driving and robotics applications when GPS signals are unreliable. Most approaches achieve global localization by sequential place recognition (PR) and pose estimation (PE). Some methods train separate models for each task, while others employ a single model with dual heads, trained jointly with separate task-specific losses. However, the accuracy of localization heavily depends on the success of place recognition, which often fails in scenarios with significant changes in viewpoint or environmental appearance. Consequently, this renders the final pose estimation of localization ineffective. To address this, we introduce a new paradigm, PR-by-PE localization, which bypasses the need for separate place recognition by directly deriving it from pose estimation. We propose RING#, an end-to-end PR-by-PE localization network that operates in the bird's-eye-view (BEV) space, compatible with both vision and LiDAR sensors. RING# incorporates a novel design that learns two equivariant representations from BEV features, enabling globally convergent and computationally efficient pose estimation. Comprehensive experiments on the NCLT and Oxford datasets show that RING# outperforms state-of-the-art methods in both vision and LiDAR modalities, validating the effectiveness of the proposed approach. The code will be publicly released.
Unlocking NACE Classification Embeddings with OpenAI for Enhanced Analysis and Processing
Vidali, Andrea, Jean, Nicola, Pera, Giacomo Le
The Statistical Classification of Economic Activities in the European Community (NACE) is the standard classification system for the categorization of economic and industrial activities within the European Union. This paper proposes a novel approach to transform the NACE classification into low-dimensional embeddings, using state-of-the-art models and dimensionality reduction techniques. The primary challenge is the preservation of the hierarchical structure inherent within the original NACE classification while reducing the number of dimensions. To address this issue, we introduce custom metrics designed to quantify the retention of hierarchical relationships throughout the embedding and reduction processes. The evaluation of these metrics demonstrates the effectiveness of the proposed methodology in retaining the structural information essential for insightful analysis. This approach not only facilitates the visual exploration of economic activity relationships, but also increases the efficacy of downstream tasks, including clustering, classification, integration with other classifications, and others. Through experimental validation, the utility of our proposed framework in preserving hierarchical structures within the NACE classification is showcased, thereby providing a valuable tool for researchers and policymakers to understand and leverage any hierarchical data.